Consistency and uniformly asymptotic normality of wavelet estimator in regression model with associated samples

doi:10.1016/j.spl.2008.05.004

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	Consistency and uniformly asymptotic normality of wavelet estimator in regression model with associated samples
	Li, Yongming 1; Yang, Shanchao 2; Zhou, Yong3
	2008-12-01
发表期刊	STATISTICS & PROBABILITY LETTERS
ISSN	0167-7152
卷号	78 期号:17 页码:2947-2956
摘要	Consider the wavelet estimator of a nonparametric fixed design regression function when errors are strictly stationary and associated random variables. We establish pointwise weak consistency and uniformly asymptotic normality of wavelet estimator of regression function. We give rates of uniformly asymptotic normality for associated samples. The rates are near n(-1/4) and n(-1/6) when their third moments are finite for NA and PA cases. respectively. Crown Copyright (C) 2008 Published by Elsevier B.V. All rights reserved.
DOI	10.1016/j.spl.2008.05.004
语种	英语
资助项目	Natural Science Foundation of China[10661003] ; Natural Science Foundation of Jiangxi 2008G ; Science Foundation of Jiangxi Educational[120071347]
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000261358700018
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/6887
专题	应用数学研究所
通讯作者	Li, Yongming
作者单位	1.Shangrao Normal Coll, Dept Math, Shangrao 334001, Jiangxi, Peoples R China 2.Guangxi Normal Univ, Dept Math, Guilin 541004, Guangxi, Peoples R China 3.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Li, Yongming,Yang, Shanchao,Zhou, Yong. Consistency and uniformly asymptotic normality of wavelet estimator in regression model with associated samples[J]. STATISTICS & PROBABILITY LETTERS,2008,78(17):2947-2956.
APA	Li, Yongming,Yang, Shanchao,&Zhou, Yong.(2008).Consistency and uniformly asymptotic normality of wavelet estimator in regression model with associated samples.STATISTICS & PROBABILITY LETTERS,78(17),2947-2956.
MLA	Li, Yongming,et al."Consistency and uniformly asymptotic normality of wavelet estimator in regression model with associated samples".STATISTICS & PROBABILITY LETTERS 78.17(2008):2947-2956.